Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BLAI.Timeframe and BLAI.length

BEST PARAMETERS
BLAI.Timeframe = 30
BLAI.length = 6
Profit account= 76 (per day adjusted to desire% DD )
Activity = 9.41 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BLAI.Timeframe = 30 and BLAI.length = 6

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
59 354244.2 874.54 72627.54 9 1140 835 -242.1 30 6 NZDUSD 242.0918 4.1306645 1239.199345 14632.638 16.731811 1.3035424 No
68 118127.0 861.68 32675.42 8 428 299 -108.9 30 6 USDCAD 108.9181 9.1812133 2754.363984 10845.490 12.586447 0.4967041 No
77 264234.4 861.25 84804.51 9 512 352 -282.7 30 6 USDCHF 282.6817 3.5375477 1061.264312 9347.417 10.853315 0.5944848 No
32 344062.8 858.09 131412.57 10 513 349 -438.0 30 6 EURUSD 438.0419 2.2828866 684.865991 7854.565 9.153544 0.5978394 Yes
86 580017.6 871.83 276657.45 10 708 477 -922.2 30 6 USDJPY 922.1915 1.0843735 325.312042 6289.557 7.214201 0.8120849 Yes
95 2897651.0 874.51 2387005.40 12 1342 928 -7956.7 30 6 XAUUSD 7956.6847 0.1256805 37.704146 3641.782 4.164369 1.5345736 Yes
5 567631.6 874.72 511003.26 10 1092 778 -1703.3 30 6 AUDUSD 1703.3442 0.5870804 176.124121 3332.454 3.809738 1.2483995 Yes
23 965702.8 866.11 950844.47 12 726 499 -3169.5 30 6 EURJPY 3169.4816 0.3155090 94.652704 3046.879 3.517889 0.8382307 Yes
50 73135576.0 864.83 81816131.01 17 654 457 -272720.4 30 6 GBPUSD 272720.4367 0.0036668 1.100028 2681.705 3.100846 0.7562180 Yes
14 426861.1 845.84 643375.19 9 249 179 -2144.6 30 6 EURGBP 2144.5840 0.4662909 139.887272 1990.415 2.353181 0.2943819 Yes
41 50306980.0 866.66 82006851.42 16 863 593 -273356.2 30 6 GBPJPY 273356.1714 0.0036582 1.097469 1840.346 2.123492 0.9957769 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 1.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 15 minutes
15 BLAI.length 60
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5